CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3920	21.51***
α ARCH Response to squared shocks	0.1061	17.38***
β GARCH Volatility persistence	0.8623	190.07***
γ leverage Additional response to negative shocks	-0.0144	-1.73*

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Jinbei Automotive Co Ltd GJR-GARCH Volatility Analysis

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